Administrative

Log on, keep the session alive, recover sequence gaps and log out. Every session, whether order entry, market data or drop copy, uses these messages.

Logon (35=A)

TAG	NAME	TYPE	REQ	DESCRIPTION
108	HeartBtInt	int	Y	Heartbeat interval (seconds).
141	ResetSeqNumFlag	boolean	N	Indicates both sides of the FIX session should reset sequence numbers.
553	Username	string	Y	Your API key id.
554	Password	string	Y	A base64 encoded signature generated using HMAC-SHA-256.Password = base64(HMAC-SHA-256(secret, message))With message being a concatenation of the following:SendingTime + MsgType + MsgSeqNum + SenderCompID + TargetCompID + UsernameNote: Ensure all parts of the message are converted to strings before encoding.
58	Text	string	C	To ExchangeA space-separated tag value pair of session configuration parameters applicable for the current session until the next logon.Supported values: CancelOnDisconnect=Y or N: cancel all open orders when the session ends. Off unless you set it. SelfTradePrevention=1 or 3: the session's default self-trade prevention. Any other key rejects the Logon.
98	EncryptMethod	int	Y	Method of encryption. No encryption methods are supported; set it to 0.
1137	DefaultApplVerID	string	Y	Contains the version of the FIX protocol the exchange uses. Only FIX50SP2 is supported. Supported values: 9.

The exchange answers a successful Logon with a Logon carrying HeartBtInt (108) and DefaultApplVerID (1137), and adopts the HeartBtInt you sent. A failed Logon gets a Reject (35=3) and the connection closes.

SendingTime (52) on every message must be no more than 5 seconds behind the exchange clock. A message older than that gets a Reject (35=3) with SessionRejectReason 10, SendingTime accuracy problem.

BusinessReject (35=j)

TAG	NAME	TYPE	REQ	DESCRIPTION
45	RefSeqNum	int	Y	The MsgSeqNum of the referenced message that was rejected.
372	RefMsgType	int	Y	The message type that this business-level reject message applies to: A: Logon 0: Heartbeat 1: TestRequest D: NewOrderSingle F: OrderCancelRequest G: OrderCancelReplaceRequest
379	BusinessRejectRefID	string	Y	The value of the business-level "ID" field on the message being referenced.
380	BusinessRejectReason	int	N	A code indicating the reason for the reject.
58	Text	string	Y	A message explaining why the message was rejected.

Heartbeat (35=0)

TAG	NAME	TYPE	REQ	DESCRIPTION
112	TestReqId	string	C	Unique identifier passed in the corresponding tag of a TestRequest. Required only when responding to a TestRequest message.

TestRequest (35=1)

TAG	NAME	TYPE	REQ	DESCRIPTION
112	TestRequestID	string	Y	A unique identifier specified by the sender that must be provided back in the response.

ResendRequest (35=2)

TAG	NAME	TYPE	REQ	DESCRIPTION
7	BeginSeqNo	int	Y	Message sequence number of first message in range to be resent.
16	EndSeqNo	int	Y	Message sequence number of last message in range to be resent.If request is for a single message then BeginSeqNo (7) = EndSeqNo.If request is for all messages subsequent to a particular message, EndSeqNo = 0 (representing infinity).

Reject (35=3)

TAG	NAME	TYPE	REQ	DESCRIPTION
45	RefSeqNum	int	Y	Sequence number of the rejected message.
371	RefTagId	int	C	FIX tag of the message contributing to the reject.
372	RefMsgType	string	C	Message type of the rejected message.
373	SessionRejectReason	int	C	A code to describe the reason for the reject.
58	Text	string	C	Additional explanation for the reject.

SequenceReset (35=4)

TAG	NAME	TYPE	REQ	DESCRIPTION
123	GapFillFlag	boolean	C	Indicates a sequence gap during replay due to administrative messages that will not get resent.
36	NewSeqNo	int	Y	The new sequence number to start using.

Logout (35=5)

TAG	NAME	TYPE	REQ	DESCRIPTION
1409	SessionStatus	int	C	A code indicating the cause of the FIX session logout.
58	Text	string	C	Additional text describing context behind the logout.

Next: Common components, the header, trailer and party group every message carries.